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freebsd-ports/math/R-cran-sspir/pkg-descr
Steven Kreuzer dbdea56638 A glm-like formula language to define dynamic generalized
linear models (state space models).

Includes functions for Kalman filtering and smoothing.

Estimation of variance matrices can be performed using
the EM algorithm in case of Gaussian models.

WWW: http://cran.r-project.org/web/packages/sspir/
2013-09-27 16:00:34 +00:00

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A glm-like formula language to define dynamic generalized
linear models (state space models).
Includes functions for Kalman filtering and smoothing.
Estimation of variance matrices can be performed using
the EM algorithm in case of Gaussian models.
WWW: http://cran.r-project.org/web/packages/sspir/